+145.6%
XLK vs CI
+47.5%
+98.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.5% |
| 7D | -0.4% | -1.3% | +0.9% | -0.3% |
| 30D | -0.5% | +3.1% | -3.6% | -0.7% |
| 3M | +5.0% | -4.5% | +9.5% | +5.3% |
| 6M | +32.9% | +8.3% | +24.6% | +31.2% |
| YTD | +29.0% | +3.8% | +25.2% | +27.9% |
| 1Y | +37.8% | -5.0% | +42.9% | +37.8% |
| 3Y | +118.7% | +5.8% | +112.9% | +108.2% |
| 5Y | +145.6% | +50.6% | +94.9% | +100.8% |
| All | +145.6% | +47.5% | +98.0% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling